Trading Metrics calculated at close of trading on 08-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2016 |
08-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
19,237 |
19,522 |
285 |
1.5% |
19,125 |
High |
19,558 |
19,665 |
107 |
0.5% |
19,215 |
Low |
19,218 |
19,494 |
276 |
1.4% |
19,042 |
Close |
19,517 |
19,621 |
104 |
0.5% |
19,158 |
Range |
340 |
171 |
-169 |
-49.7% |
173 |
ATR |
160 |
161 |
1 |
0.5% |
0 |
Volume |
164,281 |
192,372 |
28,091 |
17.1% |
732,420 |
|
Daily Pivots for day following 08-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,106 |
20,035 |
19,715 |
|
R3 |
19,935 |
19,864 |
19,668 |
|
R2 |
19,764 |
19,764 |
19,652 |
|
R1 |
19,693 |
19,693 |
19,637 |
19,729 |
PP |
19,593 |
19,593 |
19,593 |
19,611 |
S1 |
19,522 |
19,522 |
19,605 |
19,558 |
S2 |
19,422 |
19,422 |
19,590 |
|
S3 |
19,251 |
19,351 |
19,574 |
|
S4 |
19,080 |
19,180 |
19,527 |
|
|
Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,657 |
19,581 |
19,253 |
|
R3 |
19,484 |
19,408 |
19,206 |
|
R2 |
19,311 |
19,311 |
19,190 |
|
R1 |
19,235 |
19,235 |
19,174 |
19,273 |
PP |
19,138 |
19,138 |
19,138 |
19,158 |
S1 |
19,062 |
19,062 |
19,142 |
19,100 |
S2 |
18,965 |
18,965 |
19,126 |
|
S3 |
18,792 |
18,889 |
19,111 |
|
S4 |
18,619 |
18,716 |
19,063 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,665 |
19,083 |
582 |
3.0% |
167 |
0.8% |
92% |
True |
False |
147,749 |
10 |
19,665 |
19,032 |
633 |
3.2% |
131 |
0.7% |
93% |
True |
False |
141,914 |
20 |
19,665 |
18,492 |
1,173 |
6.0% |
131 |
0.7% |
96% |
True |
False |
151,662 |
40 |
19,665 |
17,418 |
2,247 |
11.5% |
168 |
0.9% |
98% |
True |
False |
171,003 |
60 |
19,665 |
17,418 |
2,247 |
11.5% |
176 |
0.9% |
98% |
True |
False |
164,942 |
80 |
19,665 |
17,418 |
2,247 |
11.5% |
173 |
0.9% |
98% |
True |
False |
137,122 |
100 |
19,665 |
17,418 |
2,247 |
11.5% |
160 |
0.8% |
98% |
True |
False |
109,717 |
120 |
19,665 |
16,876 |
2,789 |
14.2% |
168 |
0.9% |
98% |
True |
False |
91,446 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,392 |
2.618 |
20,113 |
1.618 |
19,942 |
1.000 |
19,836 |
0.618 |
19,771 |
HIGH |
19,665 |
0.618 |
19,600 |
0.500 |
19,580 |
0.382 |
19,559 |
LOW |
19,494 |
0.618 |
19,388 |
1.000 |
19,323 |
1.618 |
19,217 |
2.618 |
19,046 |
4.250 |
18,767 |
|
|
Fisher Pivots for day following 08-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
19,607 |
19,554 |
PP |
19,593 |
19,487 |
S1 |
19,580 |
19,421 |
|